+35.2%
FROG vs PENG
+295.1%
-259.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.4% | -9.8% | -4.8% |
| 7D | -11.3% | +4.5% | -15.8% | -12.2% |
| 30D | +3.6% | -7.1% | +10.8% | +5.3% |
| 3M | +1.7% | -27.3% | +28.9% | +5.3% |
| 6M | +123.5% | +169.6% | -46.1% | +65.8% |
| YTD | +40.2% | +164.6% | -124.4% | +3.2% |
| 1Y | +81.0% | +109.5% | -28.5% | +39.7% |
| 3Y | +194.8% | +98.9% | +95.8% | +107.5% |
| 5Y | +131.8% | +116.3% | +15.6% | +56.1% |
| All | +35.2% | +295.1% | -259.9% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling